On Deterministic Control Problems: An Approximation Procedure for the Optimal Cost I. The Stationary Problem
DOI10.1137/0323018zbMATH Open0563.49024OpenAlexW2093898444MaRDI QIDQ3676723FDOQ3676723
Publication date: 1985
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0323018
Recommendations
- On Deterministic Control Problems: an Approximation Procedure for the Optimal Cost II. The Nonstationary Case
- scientific article; zbMATH DE number 4118293
- Approximate solutions of the Bellman equation of deterministic control theory
- scientific article; zbMATH DE number 1276052
- scientific article; zbMATH DE number 21025
convergenceapproximate solutionsoptimal stoppingBellman equationinfinite horizonimpulse controlsoptimal deterministic control
Numerical optimization and variational techniques (65K10) Dynamic programming (90C39) Optimality conditions for problems involving ordinary differential equations (49K15) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Dynamic programming in optimal control and differential games (49L20) Newton-type methods (49M15) Stopping times; optimal stopping problems; gambling theory (60G40) Control/observation systems governed by ordinary differential equations (93C15) Model systems in control theory (93C99) Numerical methods of relaxation type (49M20)
Cited In (31)
- A limit theorem for Markov decision processes
- Optimal Bounds for Numerical Approximations of Infinite Horizon Problems Based on Dynamic Programming Approach
- A numerical approach to the infinite horizon problem of deterministic control theory
- On Deterministic Control Problems: an Approximation Procedure for the Optimal Cost II. The Nonstationary Case
- A fast sweeping method for static convex Hamilton-Jacobi equations
- Piecewise deterministic Markov process model for flexible manufacturing systems with preventive maintenance
- Approximate solutions to the time-invariant Hamilton-Jacobi-Bellman equation
- Variational approach of serial multilevel production/inventory systems
- Robust Feedback Control of Nonlinear PDEs by Numerical Approximation of High-Dimensional Hamilton--Jacobi--Isaacs Equations
- Global optimization of arborescent multilevel inventory systems
- Fully discrete schemes for monotone optimal control problems
- Degenerate First-Order Quasi-variational Inequalities: An Approach to Approximate the Value Function
- A vindication of centralized controls in inventory management
- Deterministic impulse control in native forest ecosystems management
- On the Numerical Approximation of an Optimal Correction Problem
- Ordered upwind methods for static Hamilton–Jacobi equations
- Deterministic impulse control problems: two discrete approximations of the quasi-variational inequality
- Galerkin approximations of the generalized Hamilton-Jacobi-Bellman equation
- Title not available (Why is that?)
- Convergence of the optimal feedback policies in a numerical method for a class of deterministic optimal control problems
- Optimal Control with Budget Constraints and Resets
- Convergence rate for the ordered upwind method
- Fast solution of the obstacle problem
- Riemannian Fast-Marching on Cartesian Grids, Using Voronoi's First Reduction of Quadratic Forms
- Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application
- Title not available (Why is that?)
- Nonlinear optimal control as quantum mechanical eigenvalue problems
- Numerical procedure to approximate a singular optimal control problem
- Optimal trajectories of curvature constrained motion in the Hamilton-Jacobi formulation
- Applications of fixed-point methods to discrete variational and quasi- variational inequalities
- Un critère de convergence pour des méthodes générales de point fixe
This page was built for publication: On Deterministic Control Problems: An Approximation Procedure for the Optimal Cost I. The Stationary Problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3676723)
